+157.4%
GE vs LDOS
+254.8%
-97.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +5.4% | +1.9% | +3.5% | +4.6% |
| 30D | +9.6% | +12.8% | -3.1% | +4.1% |
| 3M | -7.7% | -1.0% | -6.7% | -8.0% |
| 6M | +14.0% | +6.2% | +7.8% | +9.6% |
| YTD | +10.2% | -23.2% | +33.4% | +19.8% |
| 1Y | +8.9% | -29.5% | +38.4% | +23.0% |
| 3Y | +273.7% | +37.1% | +236.6% | +197.8% |
| 5Y | +410.2% | +55.6% | +354.6% | +268.3% |
| 10Y | +157.4% | +249.4% | -92.0% | +51.5% |
| All | +157.4% | +254.8% | -97.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling